+146.8%
VRTX vs IOT
+55.2%
+91.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -1.2% |
| 7D | -6.4% | +5.1% | -11.5% | -6.7% |
| 30D | -0.5% | -3.0% | +2.5% | -0.4% |
| 3M | +16.9% | +15.0% | +1.9% | +15.5% |
| 6M | +13.1% | +13.1% | -0.1% | +11.5% |
| YTD | +14.9% | +9.0% | +5.9% | +13.3% |
| 1Y | +31.4% | +0.1% | +31.3% | +30.1% |
| 3Y | +51.9% | +26.4% | +25.5% | +45.8% |
| All | +146.8% | +55.2% | +91.6% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling